THE UNIVERSITY OF WESTERN ONTARIO
LONDON CANADA

Applied Mathematics 325b Optimization

Instructor: Dr. Z. Krougly, WSC 205, (519) 661-2111 ext. 86985, Email: zkrougly@stats.uwo.ca

Class Times: MWF 9-10 a.m. in B&GS 337.

Textbook: Optimization in Operations Research, by Ronald L. Rardin (Prentice Hall).

Prerequisites: Calculus 250a/b or 280a/b, Linear Algebra 040a/b.

Office Hours: WF 10:30.- 11:30 a.m. & 2:30-3:15 p.m. or by appointment.

Course Description: An introduction to linear programming, formulating, simplex method, duality theory and sensitivity analysis, nonlinear optimization, unconstrained and constrained optimization, quadratic programming, applications.

Topics will be allotted the following amounts of time:

Note: Some sections of some chapters indicated will not be covered. Some topics may be treated differently.

Methods of evaluation: The final grade will be based on a two hour midterm, worth 35%, plus a final exam (scheduled by the registrar in the April exam period), worth 50%. The final exam will be cumulative, with greater emphasis placed on material taught after the midterm. The remaining 15% will be allotted to four assignments, starting approximately January 21st. Class participation will be considered in assessing final grades, and may result in up to a 2% bonus in certain situations.

Using software in solving problems: We will use Matlab or other software to perform computations for some problems relating to linear and nonlinear optimization. No programming experience is necessary or assumed.

Calculators: Only non-programmable calculators may be used for tests.

Plagiarism: Senate documents stipulate that "Students must write their essays and assignments in their own words." While collaboration to analyze problems is allowed, you are not allowed to copy other students' work — this constitutes plagiarism.

Attendance: The university views classroom attendance as a very important part of the learning process. Students are advised that excessive absenteeism may result in the student being debarred from the final examination.

Missed Midterms: If you have any conflict, you must check with your instructor as soon as possible (and prior to the exam). The recommended departmental standard for courses linked to honors Statistics and Actuarial programs, at the 200 level and higher, is that there will be no make-up exams for missed midterms. For those that do legitimately miss a midterm and provide the required supporting documentation, the standard practice will be that the weight of the midterm will be reassigned to the final exam. Exceptions to the policy may be granted at the instructor's discretion for truly exceptional events.

Classroom Environment: The Department has adopted a "Mutual Expectations" policy. See website's Undergraduate section: www.stats.uwo.ca.